Modeling uncertainty in limit order execution (Q2199482)
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scientific article; zbMATH DE number 7246508
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modeling uncertainty in limit order execution |
scientific article; zbMATH DE number 7246508 |
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Modeling uncertainty in limit order execution (English)
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11 September 2020
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limit orders
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stochastic dynamic programming
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martingales
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fuzzy numbers
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0.8584717512130737
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0.8359161615371704
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0.8330503106117249
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0.8288303017616272
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0.8176379203796387
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